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Tools for working with dates.

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Package Description

Tools for working with dates.

This package contains data objects and tools for manipulating dates.

DayCount provides the standard mechanism used to convert dates to fractions of a year.

HolidayCalendar provides data on whether a date is a holiday or business day.

BusinessDayConvention provides standard rules for converting a holiday to the nearest business day, such as 'Following', 'ModifiedFollowing' and 'Preceding'.

PeriodAdditionConvention provides rules for adding months, such as 'LastDay' and 'LastBusinessDay'.

Tenor is used to represent the length of time that a financial instrument takes to reach maturity.

AdjustableDate, BusinessDayAdjustment, DaysAdjustment, PeriodAdjustment and TenorAdjustment provide entity objects to represent different kinds of adjustment.

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Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at